We present a physical characterization of MMJ100026.36+021527.9.(a.k.a. "MAMBO-9"), a dusty star-forming galaxy (DSFG) at z = 5.850 +/- 0.001. This is the highest-redshift unlensed DSFG (and fourth most distant overall) found to date and is the first source identified in a new 2 mm blank-field map in the COSMOS field. Though identified in prior samples of DSFGs at 850 mu m to 1.2 mm with unknown redshift, the detection at 2 mm prompted further follow-up as it indicated a much higher probability that the source was likely to sit at z > 4. Deep observations from the Atacama Large Millimeter and submillimeter Array (ALMA) presented here confirm the redshift through the secure detection of (CO)-C-12(J = 6 -> 5) and p-H2O (2(1,1) -> 2(0,2)). MAMBO-9 is composed of a pair of galaxies separated by 6 kpc with corresponding star formation rates of 590 M-circle dot yr(-1) and 220 M-circle dot yr(-1), total molecular hydrogen gas mass of (1.7 +/- 0.4) x 10(11) M-circle dot, dust mass of (1.3 +/- 0.3) x 10(9) M-circle dot, and stellar mass of (3.2(-1.5)(+1.0)) x 10(9) M-circle dot. The total halo mass, (3.3 +/- 0.8) x 10(12) M-circle dot, is predicted to exceed 10(15) M-circle dot by z = 0. The system is undergoing a merger-driven starburst that will increase the stellar mass of the system tenfold in tau(depl) = 40-80 Myr, converting its large molecular gas reservoir (gas fraction of 96(-2)(+1)%) into stars. MAMBO-9 evaded firm spectroscopic identification for a decade, following a pattern that has emerged for some of the highest-redshift DSFGs found. And yet, the systematic identification of unlensed DSFGs like MAMBO-9 is key to measuring the global contribution of obscured star formation to the star formation rate density at z greater than or similar to 4, the formation of the first massive galaxies, and the formation of interstellar dust at early times (less than or similar to 1 Gyr).